Related papers: Decomposability for stable processes
In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…
We apply the functional renormalization group theory to the dynamics of first-order phase transitions and show that a potential with all odd-order terms can describe spinodal decomposition phenomena. We derive a momentum-dependent dynamic…
We investigate to what extent a suitably chosen system Hamiltonian can counteract local dissipative processes and preserve entanglement in the stationary state. The results determine prospects and limitations of dissipative state…
This two-part paper proposes a compositional and equilibrium-free approach to analyzing power system stability. In Part I, we have established the stability theory and proposed stability conditions based on the delta dissipativity. In Part…
We consider stationary autoregressive processes with coefficients restricted to an ellipsoid, which includes autoregressive processes with absolutely summable coefficients. We provide consistency results under different norms for the…
The asymmetric simple exclusion process (ASEP) is a paradigmatic nonequilibrium many-body system that describes the asymmetric random walk of particles with exclusion interactions in a lattice. Although the ASEP is recognized as an exactly…
One approach to monitoring a dynamic system relies on decomposition of the system into weakly interacting subsystems. An earlier paper introduced a notion of weak interaction called separability, and showed that it leads to exact…
The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes which is, for continuous semimartingales, related to symmetry properties of both their ordinary as well as…
We investigate a family of multiple-stable processes that may exhibit either long-range or short-range dependence, depending on the parameters. There are two parameters for the processes, the memory parameter $\beta\in(0,1)$ and the…
The notion of stability can be generalised to point processes by defining the scaling operation in a randomised way: scaling a configuration by $t$ corresponds to letting such a configuration evolve according to a Markov branching particle…
This article contains a characterization of operator systems $\cS$ with the property that every positive map $\phi:\cS \rightarrow M_n$ is decomposable, as well as an alternate and a more direct proof of a characterization of decomposable…
Linear systems of neutral type are considered using the infinite dimensional approach. The main problems are asymptotic, non-exponential stability, exact controllability and regular asymptotic stabilizability. The main tools are the moment…
In this paper, three topics on semi-selfdecomposable distributions are studied. The first one is to characterize semi-selfdecomposable distributions by stochastic integrals with respect to Levy processes. This characterization defines a…
Max-stable processes are widely used to model spatial extremes. These processes exhibit asymptotic dependence meaning that the large values of the process can occur simultaneously over space. Recently, inverted max-stable processes have…
A monolithic process is a single recursive equation with data parameters, which only uses non-determinism, action prefixing, and recursion. We present a technique that decomposes such a monolithic process into multiple processes where each…
In this note we identify the class of distributions for {Xn} that can generate a linear, additive, first order auto-regressive scheme that is marginally stationary as semi-selfdecomposable laws. We give a method to construct these…
Asking which sets are fixed-parameter tractable for a given parameterization constitutes much of the current research in parameterized complexity theory. This approach faces some of the core difficulties in complexity theory. By focussing…
A study of assisted problem solving formalized via decompositions of deterministic finite automata is initiated. The landscape of new types of decompositions of finite automata this study uncovered is presented. Languages with various…
We consider control systems of the type $\dot x = A x +\alpha(t)bu$, where $u\in\R$, $(A,b)$ is a controllable pair and $\alpha$ is an unknown time-varying signal with values in $[0,1]$ satisfying a persistent excitation condition i.e.,…
Max-infinitely divisible (max-id) processes play a central role in extreme-value theory and include the subclass of all max-stable processes. They allow for a constructive representation based on the pointwise maximum of random functions…